+30.0%
CCJ vs STLA
-41.2%
+71.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.2% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +3.2% | -5.2% | +8.4% | +4.0% |
| 3M | -1.8% | -24.9% | +23.0% | +3.2% |
| 6M | -13.5% | -25.2% | +11.6% | -9.3% |
| YTD | +9.7% | -51.4% | +61.2% | +21.0% |
| 1Y | +30.0% | -40.7% | +70.7% | +39.4% |
| All | +30.0% | -41.2% | +71.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling